Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334112.116 | 1236525.8292 | 97586.2869 | 1614621.1602 | -891181.9574 | 2505803.1177 |
Total P&L (%) | 1334.1121 | 1236.5258 | 97.5863 | 1614.6212 | -891.182 | 2505.8031 |
Avg Daily Profit (%) | 0.7184 | 0.6658 | 0.0525 | 0.1531 | 0 | 0.1757 |
Buy And Hold Return (%) | 36.1292 | 36.1292 | 36.1292 | 36.1292 | 36.1292 | 36.1292 |
Max Trade Drawdown | -95381 | -83955 | -100820 | -3187515 | -3071572 | -1329567 |
Profit Factor | 3.1403 | 5.1345 | 1.3009 | 1.1442 | 0.8597 | 1.5172 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 34.6774 | 29.0323 | 40.3226 | 34.6774 | 29.0323 | 40.3226 |
Ratio Avg Win / Avg Loss | 5.9154 | 12.551 | 1.9254 | 2.1554 | 2.1014 | 2.2455 |
Largest Winning Trade | 1109330 | 1109330 | 62530 | 1488406 | 1488406 | 991567 |
Largest Losing Trade | -28666 | -15710 | -28666 | -860754 | -763346 | -860754 |
Avg Bars in Trades | 87 | 71 | 103 | 87 | 71 | 103 |
Avg Bars in Winners | 178 | 157 | 194 | 178 | 157 | 194 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 10827 | 4423 | 6404 | 10827 | 4423 | 6404 |
Profit Streak | 39.1706 | 0 | 41.6706 | 39.1706 | 0 | 41.6706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481887 | -146588 | -282592 | -58223 | -744501 | -147318 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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